#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Cashflows/Coupon.h>
#pragma unmanaged 
#include <ql\cashflows\floatingratecoupon.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Indexes;
using namespace Cephei::QL::Termstructures;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Cashflows {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IFloatingRateCoupon
	public ref class CFloatingRateCoupon  : 
            public CCoupon,
            public Cephei::QL::Cashflows::IFloatingRateCoupon
	{
	protected: 
		boost::shared_ptr<QuantLib::FloatingRateCoupon>* _ppFloatingRateCoupon;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FloatingRateCoupon>* _phFloatingRateCoupon;
#endif
		Object^ _FloatingRateCouponOwner;     // reference to object that manages the storage for this object
	internal:
		CFloatingRateCoupon (DateTime paymentDate, Double nominal, DateTime startDate, DateTime endDate, UInt32 fixingDays, Cephei::QL::Indexes::IInterestRateIndex^ index, Microsoft::FSharp::Core::FSharpOption<Double>^ gearing, Microsoft::FSharp::Core::FSharpOption<Double>^ spread, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodStart, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodEnd, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IDayCounter^>^ dayCounter, Microsoft::FSharp::Core::FSharpOption<Boolean>^ isInArrears, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
        CFloatingRateCoupon (boost::shared_ptr<QuantLib::FloatingRateCoupon>& childNative, Object^ owner);
        CFloatingRateCoupon (QuantLib::FloatingRateCoupon& childNative, Object^ owner);
        CFloatingRateCoupon (CFloatingRateCoupon^ copy);
        CFloatingRateCoupon (PLATFORM::Type^ t);
#ifdef STRUCT
        CFloatingRateCoupon (QuantLib::FloatingRateCoupon childNative);
#endif       
#ifdef HANDLE
		CFloatingRateCoupon (QuantLib::Handle<QuantLib::FloatingRateCoupon>& childNative, Object^ owner);
		CFloatingRateCoupon (QuantLib::Handle<QuantLib::FloatingRateCoupon> childNative);
#endif
		virtual ~CFloatingRateCoupon ();
		!CFloatingRateCoupon ();

	internal:
		QuantLib::FloatingRateCoupon& GetReference ();
		boost::shared_ptr<QuantLib::FloatingRateCoupon>& GetShared ();
		QuantLib::FloatingRateCoupon* GetPointer ();
        void SetFloatingRateCoupon (boost::shared_ptr<QuantLib::FloatingRateCoupon> native)
        {
            if (_ppFloatingRateCoupon != NULL)
                delete _ppFloatingRateCoupon;
            _ppFloatingRateCoupon = new boost::shared_ptr<QuantLib::FloatingRateCoupon> (native);
            SetCoupon (boost::dynamic_pointer_cast<QuantLib::Coupon> (*_ppFloatingRateCoupon));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FloatingRateCoupon>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double AccruedAmount (DateTime d) ;
        property Double AdjustedFixing 
        {
		    virtual Double get () ;
        }
        property Double Amount 
        {
		    virtual Double get () ;
        }
        property Double ConvexityAdjustment 
        {
		    virtual Double get () ;
        }
        property Cephei::QL::Times::IDayCounter^ DayCounter 
        {
		    virtual Cephei::QL::Times::IDayCounter^ get () ;
        }
        property DateTime FixingDate 
        {
		    virtual DateTime get () ;
        }
        property UInt32 FixingDays 
        {
		    virtual UInt32 get () ;
        }
        property Double Gearing 
        {
		    virtual Double get () ;
        }
        property Double IndexFixing 
        {
		    virtual Double get () ;
        }
        property Boolean IsInArrears 
        {
		    virtual Boolean get () ;
        }
		virtual Double Price (Cephei::QL::Termstructures::IYieldTermStructure^ discountingCurve) ;
        property Cephei::QL::Cashflows::IFloatingRateCouponPricer^ Pricer 
        {
		    virtual Cephei::QL::Cashflows::IFloatingRateCouponPricer^ get () ;
        }
        property Double Rate 
        {
		    virtual Double get () ;
        }
		virtual Cephei::QL::Cashflows::IFloatingRateCoupon^ SetPricer (Cephei::QL::Cashflows::IFloatingRateCouponPricer^ pricer) ;
        property Double Spread 
        {
		    virtual Double get () ;
        }
        property Cephei::QL::Cashflows::IFloatingRateCoupon^ Update 
        {
		    virtual Cephei::QL::Cashflows::IFloatingRateCoupon^ get () ;
        }
        property Cephei::QL::Indexes::IInterestRateIndex^ Index 
        {
		    virtual Cephei::QL::Indexes::IInterestRateIndex^ get () ;
        }
        property Double M117_Amount 
        {
            virtual Double get () = Cephei::QL::ICashFlow::Amount::get
            {
                return ((Cephei::QL::Cashflows::IFloatingRateCoupon^)this)->Amount;
            }
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Cashflows::IFloatingRateCoupon^>::typeid)]
	[FactoryFor(Cephei::QL::Cashflows::IFloatingRateCoupon::typeid)]
	[FactoryFor(Cephei::QL::Cashflows::IFloatingRateCoupon_Factory::typeid)]
	public ref class CFloatingRateCoupon_Factory sealed : public IFloatingRateCoupon_Factory
	{
	public:
        virtual IFloatingRateCoupon^ Create (DateTime paymentDate, Double nominal, DateTime startDate, DateTime endDate, UInt32 fixingDays, Cephei::QL::Indexes::IInterestRateIndex^ index, Microsoft::FSharp::Core::FSharpOption<Double>^ gearing, Microsoft::FSharp::Core::FSharpOption<Double>^ spread, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodStart, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodEnd, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IDayCounter^>^ dayCounter, Microsoft::FSharp::Core::FSharpOption<Boolean>^ isInArrears, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Cashflows */}
